BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 23, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20,000 POUNDS) :
: : :
All : 3,792: 68 1 164 2,884 3,282 3,116 3,447: 676 346
Old : 3,792: 68 1 164 2,884 3,282 3,116 3,447: 676 346
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2012 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.8 0.0 4.3 76.0 86.5 82.2 90.9: 17.8 9.1
Old : 100.0: 1.8 0.0 4.3 76.0 86.5 82.2 90.9: 17.8 9.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 2 1 3 16 11 19 14:
Old : 21: 2 1 3 16 11 19 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.1 69.5 68.1 84.0 42.7 63.7 55.8 68.4
Old : 46.1 69.5 68.1 84.0 42.7 63.7 55.8 68.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 23, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 48,195: 6,343 2,224 11,353 22,306 26,292 40,002 39,870: 8,193 8,325
Old : 48,195: 6,343 2,224 11,353 22,306 26,292 40,002 39,870: 8,193 8,325
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2012 :
: 1,398: 880 -54 486 369 644 1,735 1,076: -336 323
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 4.6 23.6 46.3 54.6 83.0 82.7: 17.0 17.3
Old : 100.0: 13.2 4.6 23.6 46.3 54.6 83.0 82.7: 17.0 17.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 72: 23 7 20 36 31 65 52:
Old : 72: 23 7 20 36 31 65 52:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.5 31.1 44.2 45.3 28.1 30.5 37.0 39.7
Old : 31.5 31.1 44.2 45.3 28.1 30.5 37.0 39.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 23, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 264,476: 72,351 31,002 86,417 82,184 102,435 240,952 219,855: 23,524 44,621
Old : 261,384: 72,026 31,258 85,023 81,490 101,409 238,539 217,689: 22,846 43,695
Other: 3,091: 829 249 890 694 1,027 2,413 2,166: 679 926
: : :
: : Changes in Commitments from: October 16, 2012 :
: 5,671: 2,601 -5,904 5,254 -631 2,998 7,225 2,348: -1,554 3,322
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.4 11.7 32.7 31.1 38.7 91.1 83.1: 8.9 16.9
Old : 100.0: 27.6 12.0 32.5 31.2 38.8 91.3 83.3: 8.7 16.7
Other: 100.0: 26.8 8.0 28.8 22.4 33.2 78.0 70.0: 22.0 30.0
: : :
:# Traders : Number of Traders in Each Category :
All : 295: 102 86 132 58 75 240 230:
Old : 295: 101 87 132 57 75 239 230:
Other: 48: 12 8 9 11 19 28 32:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.9 13.8 25.0 21.7 13.4 11.3 22.4 17.4
Old : 14.0 13.9 25.1 21.7 13.5 11.4 22.6 17.5
Other: 38.1 29.7 59.0 47.7 32.8 20.7 40.6 31.8
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 23, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 364,685: 92,814 45,885 101,287 139,964 164,668 334,065 311,839: 30,620 52,846
Old : 364,685: 92,814 45,885 101,287 139,964 164,668 334,065 311,839: 30,620 52,846
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2012 :
: 12,504: 6,245 -10,711 6,714 78 13,084 13,037 9,087: -534 3,417
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.5 12.6 27.8 38.4 45.2 91.6 85.5: 8.4 14.5
Old : 100.0: 25.5 12.6 27.8 38.4 45.2 91.6 85.5: 8.4 14.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 418: 114 108 149 122 156 318 350:
Old : 418: 114 108 149 122 156 318 350:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.5 13.5 26.2 19.9 14.0 12.3 24.4 17.5
Old : 15.5 13.5 26.2 19.9 14.0 12.3 24.4 17.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 23, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 9,309: 3,994 2,210 561 2,910 4,868 7,465 7,639: 1,844 1,670
Old : 9,309: 3,994 2,210 561 2,910 4,868 7,465 7,639: 1,844 1,670
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2012 :
: 1,412: 821 37 150 319 1,173 1,290 1,360: 122 52
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.9 23.7 6.0 31.3 52.3 80.2 82.1: 19.8 17.9
Old : 100.0: 42.9 23.7 6.0 31.3 52.3 80.2 82.1: 19.8 17.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 99: 38 21 14 30 34 78 60:
Old : 99: 38 21 14 30 34 78 60:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.1 26.3 46.7 39.2 26.4 22.3 42.4 33.5
Old : 27.1 26.3 46.7 39.2 26.4 22.3 42.4 33.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 23, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 31,932: 7,380 6,859 7,839 9,760 4,954 24,979 19,652: 6,953 12,280
Old : 31,932: 7,380 6,859 7,839 9,760 4,954 24,979 19,652: 6,953 12,280
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2012 :
: -2,343: -147 -2,375 -378 -1,665 -0 -2,190 -2,753: -152 411
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.1 21.5 24.5 30.6 15.5 78.2 61.5: 21.8 38.5
Old : 100.0: 23.1 21.5 24.5 30.6 15.5 78.2 61.5: 21.8 38.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 146: 29 42 43 50 45 106 115:
Old : 146: 29 42 43 50 45 106 115:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.9 12.7 27.0 21.0 13.9 8.9 23.8 13.2
Old : 14.9 12.7 27.0 21.0 13.9 8.9 23.8 13.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 23, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20,000 POUNDS) :
: : :
All : 6,618: 170 1,403 854 4,903 4,155 5,927 6,412: 691 205
Old : 6,618: 170 1,403 854 4,903 4,155 5,927 6,412: 691 205
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2012 :
: 423: -199 175 108 552 181 461 463: -38 -40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.6 21.2 12.9 74.1 62.8 89.6 96.9: 10.4 3.1
Old : 100.0: 2.6 21.2 12.9 74.1 62.8 89.6 96.9: 10.4 3.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 7 8 11 13 12 25 26:
Old : 33: 7 8 11 13 12 25 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.9 49.4 70.0 73.6 56.9 47.3 64.2 65.1
Old : 57.9 49.4 70.0 73.6 56.9 47.3 64.2 65.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 23, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF RUB 2,500,000) :
: : :
All : 88,251: 8,126 5,307 2,326 77,124 80,219 87,576 87,852: 675 399
Old : 88,251: 8,126 5,307 2,326 77,124 80,219 87,576 87,852: 675 399
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2012 :
: 728: 123 235 0 529 494 652 729: 76 -1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 6.0 2.6 87.4 90.9 99.2 99.5: 0.8 0.5
Old : 100.0: 9.2 6.0 2.6 87.4 90.9 99.2 99.5: 0.8 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 2 2 1 15 16 17 19:
Old : 23: 2 2 1 15 16 17 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.9 67.3 89.6 83.8 61.4 58.9 69.9 67.2
Old : 72.9 67.3 89.6 83.8 61.4 58.9 69.9 67.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 23, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CAD 100,000) :
: : :
All : 194,597: 99,150 7,834 7,856 47,665 158,509 154,671 174,200: 39,926 20,397
Old : 194,597: 99,150 7,834 7,856 47,665 158,509 154,671 174,200: 39,926 20,397
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2012 :
: -8,585: -7,395 -3,354 626 3,971 -6,531 -2,798 -9,259: -5,787 675
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.0 4.0 4.0 24.5 81.5 79.5 89.5: 20.5 10.5
Old : 100.0: 51.0 4.0 4.0 24.5 81.5 79.5 89.5: 20.5 10.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 99: 44 17 18 25 31 78 57:
Old : 99: 44 17 18 25 31 78 57:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.9 52.4 48.3 67.9 40.1 52.3 47.5 67.7
Old : 40.9 52.4 48.3 67.9 40.1 52.3 47.5 67.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 23, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CHF 125,000) :
: : :
All : 37,850: 10,756 8,395 36 10,000 17,966 20,792 26,397: 17,058 11,453
Old : 37,850: 10,756 8,395 36 10,000 17,966 20,792 26,397: 17,058 11,453
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2012 :
: 314: 467 -3,086 27 943 3,561 1,437 502: -1,123 -188
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.4 22.2 0.1 26.4 47.5 54.9 69.7: 45.1 30.3
Old : 100.0: 28.4 22.2 0.1 26.4 47.5 54.9 69.7: 45.1 30.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 13 10 2 10 13 23 25:
Old : 41: 13 10 2 10 13 23 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.7 38.1 40.0 47.2 30.6 38.0 39.6 47.1
Old : 30.7 38.1 40.0 47.2 30.6 38.0 39.6 47.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 23, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF MXN 500,000) :
: : :
All : 207,606: 136,680 4,278 1,101 61,211 199,724 198,992 205,103: 8,614 2,503
Old : 207,606: 136,680 4,278 1,101 61,211 199,724 198,992 205,103: 8,614 2,503
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2012 :
: -1,176: -3,107 -53 425 1,690 -2,079 -992 -1,707: -184 531
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.8 2.1 0.5 29.5 96.2 95.9 98.8: 4.1 1.2
Old : 100.0: 65.8 2.1 0.5 29.5 96.2 95.9 98.8: 4.1 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 129: 78 11 8 20 20 103 37:
Old : 129: 78 11 8 20 20 103 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.2 69.6 64.9 87.3 47.2 69.6 64.7 87.3
Old : 47.2 69.6 64.9 87.3 47.2 69.6 64.7 87.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 23, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF GBP 62,500) :
: : :
All : 166,547: 56,209 36,293 6,078 71,450 99,686 133,737 142,057: 32,810 24,490
Old : 166,547: 56,209 36,293 6,078 71,450 99,686 133,737 142,057: 32,810 24,490
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2012 :
: -7,114: 2,274 2,734 985 -720 -15,873 2,540 -12,154: -9,654 5,040
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.7 21.8 3.6 42.9 59.9 80.3 85.3: 19.7 14.7
Old : 100.0: 33.7 21.8 3.6 42.9 59.9 80.3 85.3: 19.7 14.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 99: 32 25 14 24 32 64 63:
Old : 99: 32 25 14 24 32 64 63:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.1 27.2 48.3 44.5 33.9 25.6 44.0 40.0
Old : 36.1 27.2 48.3 44.5 33.9 25.6 44.0 40.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 23, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF JPY 12,500,000) :
: : :
All : 154,087: 25,688 42,702 9,415 102,931 51,154 138,034 103,270: 16,053 50,816
Old : 154,087: 25,688 42,702 9,415 102,931 51,154 138,034 103,270: 16,053 50,816
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2012 :
: 10,122: -17,502 10,887 2,372 29,520 -14,737 14,390 -1,478: -4,268 11,601
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 27.7 6.1 66.8 33.2 89.6 67.0: 10.4 33.0
Old : 100.0: 16.7 27.7 6.1 66.8 33.2 89.6 67.0: 10.4 33.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 107: 20 46 19 29 25 59 80:
Old : 107: 20 46 19 29 25 59 80:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.2 19.6 55.9 29.1 42.2 18.9 55.9 28.2
Old : 42.2 19.6 55.9 29.1 42.2 18.9 55.9 28.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 23, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF EUR 125,000) :
: : :
All : 260,177: 37,913 97,267 25,497 150,669 75,086 214,080 197,850: 46,097 62,327
Old : 260,177: 37,913 97,267 25,497 150,669 75,086 214,080 197,850: 46,097 62,327
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2012 :
: -2,244: -3,952 -1,635 179 2,530 880 -1,243 -575: -1,001 -1,669
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 37.4 9.8 57.9 28.9 82.3 76.0: 17.7 24.0
Old : 100.0: 14.6 37.4 9.8 57.9 28.9 82.3 76.0: 17.7 24.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 197: 43 74 50 53 61 127 154:
Old : 197: 43 74 50 53 61 127 154:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.5 18.5 33.2 25.9 22.3 18.4 33.0 25.5
Old : 22.5 18.5 33.2 25.9 22.3 18.4 33.0 25.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 23, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF BRL 100,000) :
: : :
All : 27,696: 18,772 496 59 8,178 26,671 27,009 27,226: 687 470
Old : 27,696: 18,772 496 59 8,178 26,671 27,009 27,226: 687 470
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2012 :
: 38: -1 -36 0 28 210 27 174: 11 -136
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.8 1.8 0.2 29.5 96.3 97.5 98.3: 2.5 1.7
Old : 100.0: 67.8 1.8 0.2 29.5 96.3 97.5 98.3: 2.5 1.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 9 1 1 7 9 16 11:
Old : 23: 9 1 1 7 9 16 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 87.5 91.0 93.7 97.2 81.2 86.9 87.4 92.0
Old : 87.5 91.0 93.7 97.2 81.2 86.9 87.4 92.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 23, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF NZD 100,000) :
: : :
All : 29,139: 20,528 4,179 131 4,011 22,716 24,670 27,026: 4,469 2,113
Old : 29,139: 20,528 4,179 131 4,011 22,716 24,670 27,026: 4,469 2,113
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2012 :
: -348: -118 -183 -6 61 -686 -63 -875: -285 527
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.4 14.3 0.4 13.8 78.0 84.7 92.7: 15.3 7.3
Old : 100.0: 70.4 14.3 0.4 13.8 78.0 84.7 92.7: 15.3 7.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 53: 26 11 1 5 12 32 23:
Old : 53: 26 11 1 5 12 32 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.5 68.4 66.9 78.9 54.5 68.4 66.9 78.9
Old : 54.5 68.4 66.9 78.9 54.5 68.4 66.9 78.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 23, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000) :
: : :
All :11,990,454: 1,384,687 397,818 3,886,132 5,786,208 6,671,244 11,057,027 10,955,194: 933,426 1,035,259
Old :11,990,454: 1,384,687 397,818 3,886,132 5,786,208 6,671,244 11,057,027 10,955,194: 933,426 1,035,259
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2012 :
: 203,361: -71,157 -33,039 89,076 207,036 143,710 224,955 199,748: -21,595 3,613
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 3.3 32.4 48.3 55.6 92.2 91.4: 7.8 8.6
Old : 100.0: 11.5 3.3 32.4 48.3 55.6 92.2 91.4: 7.8 8.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 252: 66 36 88 129 134 234 230:
Old : 252: 66 36 88 129 134 234 230:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.5 22.8 31.2 33.5 13.0 16.7 18.8 20.2
Old : 20.5 22.8 31.2 33.5 13.0 16.7 18.8 20.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 23, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 941,091: 96,056 84,671 58,822 662,889 710,891 817,767 854,385: 123,324 86,706
Old : 941,091: 96,056 84,671 58,822 662,889 710,891 817,767 854,385: 123,324 86,706
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2012 :
: 12,531: -4,923 13,436 2,519 14,588 849 12,185 16,805: 345 -4,274
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 9.0 6.3 70.4 75.5 86.9 90.8: 13.1 9.2
Old : 100.0: 10.2 9.0 6.3 70.4 75.5 86.9 90.8: 13.1 9.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 606: 154 102 114 254 240 459 405:
Old : 606: 154 102 114 254 240 459 405:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.8 16.1 21.0 25.0 10.6 15.5 18.1 24.0
Old : 12.8 16.1 21.0 25.0 10.6 15.5 18.1 24.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 23, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 272,596: 9,966 14,343 19,183 173,469 200,046 202,618 233,573: 69,978 39,024
Old : 272,596: 9,966 14,343 19,183 173,469 200,046 202,618 233,573: 69,978 39,024
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2012 :
: 4,562: -301 6,835 -893 2,184 2,217 991 8,159: 3,571 -3,598
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.7 5.3 7.0 63.6 73.4 74.3 85.7: 25.7 14.3
Old : 100.0: 3.7 5.3 7.0 63.6 73.4 74.3 85.7: 25.7 14.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 118: 20 12 26 67 60 96 89:
Old : 118: 20 12 26 67 60 96 89:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.1 25.2 26.8 38.7 15.3 24.5 21.4 34.2
Old : 18.1 25.2 26.8 38.7 15.3 24.5 21.4 34.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 23, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 3,342,474: 461,346 382,535 167,301 2,447,095 2,554,224 3,075,742 3,104,059: 266,732 238,415
Old : 3,342,474: 461,346 382,535 167,301 2,447,095 2,554,224 3,075,742 3,104,059: 266,732 238,415
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2012 :
: 39,846: -6,374 49,742 327 62,020 -6,841 55,973 43,227: -16,127 -3,381
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.8 11.4 5.0 73.2 76.4 92.0 92.9: 8.0 7.1
Old : 100.0: 13.8 11.4 5.0 73.2 76.4 92.0 92.9: 8.0 7.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 559: 139 98 98 231 220 418 368:
Old : 559: 139 98 98 231 220 418 368:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.7 16.4 26.2 27.1 14.7 15.9 23.0 26.6
Old : 15.7 16.4 26.2 27.1 14.7 15.9 23.0 26.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 23, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $100) :
: : :
All : 112,710: 14,849 3,278 788 85,848 105,975 101,485 110,041: 11,225 2,669
Old : 112,710: 14,849 3,278 788 85,848 105,975 101,485 110,041: 11,225 2,669
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2012 :
: -1,000: -729 -79 561 857 -1,460 689 -978: -1,689 -22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 2.9 0.7 76.2 94.0 90.0 97.6: 10.0 2.4
Old : 100.0: 13.2 2.9 0.7 76.2 94.0 90.0 97.6: 10.0 2.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 99: 16 3 1 56 37 72 41:
Old : 99: 16 3 1 56 37 72 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.7 41.0 47.8 64.2 33.7 41.0 46.2 64.2
Old : 33.7 41.0 47.8 64.2 33.7 41.0 46.2 64.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 23, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 76,133: 17,440 7,327 1,485 50,319 64,201 69,244 73,013: 6,888 3,119
Old : 76,133: 17,440 7,327 1,485 50,319 64,201 69,244 73,013: 6,888 3,119
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2012 :
: -4,100: -3,812 939 -486 -596 -4,735 -4,894 -4,281: 795 182
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.9 9.6 2.0 66.1 84.3 91.0 95.9: 9.0 4.1
Old : 100.0: 22.9 9.6 2.0 66.1 84.3 91.0 95.9: 9.0 4.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 221: 60 38 16 70 76 136 124:
Old : 221: 60 38 16 70 76 136 124:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.2 49.7 45.0 58.6 33.2 49.6 43.6 57.5
Old : 33.2 49.7 45.0 58.6 33.2 49.6 43.6 57.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 23, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 STOCK INDEX X $20) :
: : :
All : 380,664: 87,202 36,636 7,426 251,593 321,004 346,222 365,067: 34,442 15,597
Old : 380,664: 87,202 36,636 7,426 251,593 321,004 346,222 365,067: 34,442 15,597
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2012 :
: -20,498: -19,061 4,696 -2,429 -2,982 -23,675 -24,472 -21,407: 3,974 909
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.9 9.6 2.0 66.1 84.3 91.0 95.9: 9.0 4.1
Old : 100.0: 22.9 9.6 2.0 66.1 84.3 91.0 95.9: 9.0 4.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 221: 60 38 16 70 76 136 124:
Old : 221: 60 38 16 70 76 136 124:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.2 49.7 45.0 58.6 33.2 49.6 43.6 57.5
Old : 33.2 49.7 45.0 58.6 33.2 49.6 43.6 57.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 23, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF AUD 100,000) :
: : :
All : 183,979: 83,499 38,806 7,292 64,692 111,937 155,482 158,034: 28,496 25,945
Old : 183,979: 83,499 38,806 7,292 64,692 111,937 155,482 158,034: 28,496 25,945
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2012 :
: 8,184: 5,966 -1,148 925 1,863 8,604 8,754 8,381: -570 -197
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.4 21.1 4.0 35.2 60.8 84.5 85.9: 15.5 14.1
Old : 100.0: 45.4 21.1 4.0 35.2 60.8 84.5 85.9: 15.5 14.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 102: 31 30 20 24 33 65 73:
Old : 102: 31 30 20 24 33 65 73:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.9 42.4 57.2 54.2 39.4 41.9 56.8 53.8
Old : 39.9 42.4 57.2 54.2 39.4 41.9 56.8 53.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 23, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X $5.00) :
: : :
All : 25,635: 3,564 4,545 0 16,536 7,828 20,100 12,373: 5,535 13,262
Old : 25,635: 3,564 4,545 0 16,536 7,828 20,100 12,373: 5,535 13,262
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2012 :
: 438: -1,979 1,565 0 2,792 135 813 1,700: -375 -1,262
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 17.7 0.0 64.5 30.5 78.4 48.3: 21.6 51.7
Old : 100.0: 13.9 17.7 0.0 64.5 30.5 78.4 48.3: 21.6 51.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 8 5 0 16 9 24 14:
Old : 36: 8 5 0 16 9 24 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.7 34.5 56.0 43.0 41.7 34.5 56.0 43.0
Old : 41.7 34.5 56.0 43.0 41.7 34.5 56.0 43.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 23, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X JPY 500) :
: : :
All : 31,445: 6,783 6,021 241 18,242 19,373 25,266 25,635: 6,179 5,810
Old : 31,445: 6,783 6,021 241 18,242 19,373 25,266 25,635: 6,179 5,810
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2012 :
: -10,106: -80 -2,126 26 -6,092 -836 -6,146 -2,936: -3,960 -7,170
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.6 19.1 0.8 58.0 61.6 80.3 81.5: 19.7 18.5
Old : 100.0: 21.6 19.1 0.8 58.0 61.6 80.3 81.5: 19.7 18.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 56: 13 8 3 23 20 36 31:
Old : 56: 13 8 3 23 20 36 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.0 37.2 44.0 52.9 25.9 37.2 39.8 51.4
Old : 28.0 37.2 44.0 52.9 25.9 37.2 39.8 51.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 26, 2012